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Numerical Solution of Stochastic Differential Equations

Language EnglishEnglish
Book Hardback
Book Numerical Solution of Stochastic Differential Equations Peter E. Kloeden
Libristo code: 01565410
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, June 2011
§The book presents many new results on higher-order methods for strong sample path approximations an... Full description
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133.30 €
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§The book presents many new results on higher-order methods for strong sample path approximations and for weak functional approximations, including implicit, predictor-corrector, extrapolation and variance-reduction methods. Besides serving as a basic text on such methods, the book offers the reader ready access to a large number of potential resarch problems in a field that is just beginning to expand rapidly and is widely applicable.

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About the book

Full name Numerical Solution of Stochastic Differential Equations
Author Peter E. Kloeden, Eckhard Platen
Language English
Binding Book - Hardback
Date of issue 2011
Number of pages 636
EAN 9783540540625
ISBN 3540540628
Libristo code 01565410
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 1094
Dimensions 166 x 244 x 43

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Numerical analysis
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Physics > Mathematical physics
Technology, Engineering, Agriculture > Technology: general issues > Maths for engineers
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